New fuzzy insurance pricing method for giga-investment project insurance
DOI10.1016/J.INSMATHECO.2015.08.002zbMATH Open1348.91173OpenAlexW1612286237MaRDI QIDQ896206FDOQ896206
Authors: Pasi Luukka, Mikael Collan 
Publication date: 14 December 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.08.002
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Cites Work
- The pricing of options and corporate liabilities
- Fuzzy sets
- Title not available (Why is that?)
- Option pricing: A simplified approach
- Fuzzy capital budgeting
- On possibilistic mean value and variance of fuzzy numbers
- On weighted possibilistic mean and variance of fuzzy numbers
- Possibility theory and the risk.
- A possibilistic approach to risk aversion
- Fuzzy logic in insurance
- Possibilistic risk aversion
- Thoughts about selected models for the valuation of real options
- Modeling future lifetime as a fuzzy random variable
- A fuzzy pay-off method for real option valuation
- A possibilistic approach to evaluating equity-linked life insurance policies
Cited In (4)
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
- Assessments of `greenhouse insurance': a methodological review
- Possibilistic fuzzy pay-off method for real option valuation with application to research and development investment analysis
- On a fuzzy discretization of continuous distributions with applications to risk models
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